+58.3%
DIA vs GME
+11.4%
+46.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.3% | -6.0% | -0.8% |
| 7D | -1.2% | +4.8% | -6.1% | -1.3% |
| 30D | -2.7% | +5.9% | -8.5% | -2.8% |
| 3M | +3.3% | -10.7% | +14.0% | +3.5% |
| 6M | +10.4% | -19.8% | +30.2% | +10.8% |
| YTD | +10.0% | -0.9% | +10.9% | +9.9% |
| 1Y | +16.2% | -15.7% | +31.9% | +16.4% |
| All | +58.3% | +11.4% | +46.9% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling